A credit derivatives trader at Deutsche Bank in London was suspended in mid-December pending an internal probe into how he managed to overstate the profits on his book by £30 million. Anshul Rustag...
The online Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Download the CQF brochure.
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Deutsche Bank is to reorganise the management of its collateralised debt obligation (CDO) business for the second time in six months. The move comes a month after JP Morgan Chase poached a number of...
A handful of Deutsche Bank’s credit derivatives group has defected from Deutsche Bank to join JP Morgan in New York.
Deutsche Bank will reorganise its securitised products group (SPG), the bank said yesterday. It will merge its collaterised debt obligation business with credit hybrid business within the SPG group.
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.